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Vice President Liquidity Risk Management Jobs in Utah

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Vice President Liquidity Risk Management information

What is the difference between Vice President Liquidity Risk Management vs Vice President Credit Risk Management?

AspectVice President Liquidity Risk ManagementVice President Credit Risk Management
Primary FocusManaging liquidity risk, cash flow, funding strategiesAssessing and managing credit risk, borrower creditworthiness
Required CredentialsFinance, risk management certifications, banking experienceFinance, credit analysis certifications, banking experience
Work EnvironmentBanking institutions, financial services firmsBanking institutions, financial services firms
Industry UsageCommon in banks, asset managers, financial institutionsCommon in banks, lending institutions, credit agencies

The Vice President Liquidity Risk Management focuses on ensuring sufficient liquidity and funding strategies, while the Vice President Credit Risk Management concentrates on evaluating and mitigating credit risks associated with borrowers. Both roles require financial expertise and are vital in banking and financial services, but they target different risk areas within the organization.

What are the most commonly searched types of Liquidity Risk Management jobs in Utah?

The most popular types of Liquidity Risk Management jobs in Utah are:

What are popular job titles related to Vice President Liquidity Risk Management jobs in Utah?

For Vice President Liquidity Risk Management jobs in Utah, the most frequently searched job titles are:

What job categories do people searching Vice President Liquidity Risk Management jobs in Utah look for?

The top searched job categories for Vice President Liquidity Risk Management jobs in Utah are:

What cities in Utah are hiring for Vice President Liquidity Risk Management jobs?

Cities in Utah with the most Vice President Liquidity Risk Management job openings:

Infographic showing various Vice President Liquidity Risk Management job openings in Utah as of August 2026, with employment types broken down into 1% As Needed, 81% Full Time, 16% Part Time, and 2% Contract. Highlights an 82% Physical, 3% Hybrid, and 15% Remote job distribution.

Vice President, Quantitative Engineering

Salt Lake City, UT • On-site

$180 - $260/hr

Other

Posted 10 days ago


Job description

Vice President, Quantitative Engineering w/ Goldman Sachs & Co. LLC in Salt Lake City, Utah. Lead the development, implementation, and documentation of scenarios comprised of a broad range of economic and financial variables for businesses within the Firm. Collaborate with internal stakeholders, analyzing user needs from a scenario design perspective and addressing data, model, and implementation issues. Job Code: 10412228

Requires:
  • Master's degree (U.S. or foreign equivalent) in Mathematics, Computer Science, Financial Engineering, Computational Finance, Applied Mathematics, or related quantitative field and three (3) years of experience in job offered or a related quantitative engineering role
  • Bachelor's degree (U.S. or foreign equivalent) in Mathematics, Computer Science, Financial Engineering, Computational Finance, Applied Mathematics, or related quantitative field and five (5) years of experience in job offered or a related quantitative engineering role
  • PhD degree (U.S. or foreign equivalent) in Mathematics, Computer Science, Financial Engineering, Computational Finance, Applied Mathematics, or related quantitative field and one (1) year of experience in job offered or a related quantitative engineering role

Prior experience must include three (3) years of experience (with a Master's degree) OR five (5) years of experience (with a Bachelor's degree) OR one (1) year of experience (with a PhD degree) with 5 of the 8 following skills:

  • C++, Java, or Python
  • performing financial mathematics, including at least one of the following: stochastic calculus, no-arbitrage pricing theory, multivariable calculus, linear algebra, probability theory, numerical methods, or Monte-Carlo techniques
  • performing analysis leveraging market risk, credit risk, liquidity risk, or mathematical finance concepts
  • object-oriented programming and scripting programming languages such as Python or Java
  • implementing mathematical models or analytics in production-quality software
  • working with database query languages, such as SQL, MongoDB, or other data management tools to process large datasets
  • applying algorithms or data structures to write complex programs
  • and developing pricing models for financial products to model risk, economics, and cash flows under normal and distressed market environments

©The Goldman Sachs Group, Inc., 2026. All rights reserved.

Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veteran status, disability, or any other characteristic protected by applicable law.

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